+87.6%
SMH vs MTB
+24.6%
+63.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -2.8% | -4.8% | +2.0% | -1.7% |
| 3M | -6.7% | +6.0% | -12.7% | -8.5% |
| 6M | +41.8% | +19.6% | +22.2% | +32.9% |
| YTD | +57.9% | +21.5% | +36.4% | +47.1% |
| 1Y | +87.6% | +24.7% | +62.9% | +69.0% |
| All | +87.6% | +24.6% | +63.0% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling